Director of Quantitative Risk Management Remote/Hybrid

The Options Clearing Corporation (OCC) is the world’s largest equity derivatives clearing organization. Located in Chicago, this Director-level role focuses on leading quantitative risk management modeling across margin, clearing fund and stress testing initiatives.

Candidates should hold a Master’s degree and possess six or more years of experience in quantitative risk management, with a strong emphasis on Python and SQL for model development and validation. Up to 40% telecommuting is permitted.